Interest rate hedging activity swells by 13% in Q4

Kristian Brunt-Seymour
clock • 1 min read

Interest rate and inflation hedging levels rose during the last quarter of 2015 according to BMO Global Asset Management's Liability Driven Investment (LDI) survey.

Total interest rate hedging activity during Q4 was the second highest level in the survey's history, and was up by 13% from £25.4bn in Q3 to around £28.8bn in Q4. The quarterly survey, which pol...

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